作者o5515334 (无)
看板Statistics
标题[问题] 云科财金考古题 求beta值
时间Fri Oct 21 20:41:40 2011
题目如下
Let X1,X2,...,X19 be a random sample of size n=19
from the normal distribution N(u,sigma^2).
Find the approximate value of Beta, the probability of type II error,
For the critical region C.(Alpha=0.05,
for testing H0: sigma^2=30, H1: sigma^2=80
不知要从哪里下手，有人可以教我吗?谢谢~!!
--
※ 发信站: 批踢踢实业坊(ptt.cc)
◆ From: 123.194.46.178
1F：推 goshfju:Under H0 , Q = (19-1)S^2/30 ~ χ^2(19-1) 10/22 00:12
2F：→ goshfju:Reject H0 if Q>χ^2_0.05(18)=28.87 => S^2>48.12 10/22 00:14
3F：→ goshfju:Beta risk = P(Accept H0|H1) = P(S^2≦48.12|σ^2=80) 10/22 00:15
4F：→ goshfju:=P(χ^2(18)≦(19-1)*48.12/80)=P(χ^2(18)≦11.43) 10/22 00:16
5F：→ goshfju:=0.1248 如果没计算错就这样吧 10/22 00:18
6F：→ o5515334:谢谢~!! 10/23 21:47